JDBC?
Seriously, though, what do you mean by "connect"? If you mean actual direct interaction with the database, independent of any Progress ABL application code, then the choices for non-ABL code are ODBC and JDBC. Period. If you are able to also have some ABL code involved, which is what actually interacts with the database, then there are numerous options -- web services as mentioned, named pipes, sockets, file transfer, AppServer, etc.